AEX ®
The AEX-Index® reflects
the performance of the
25 most actively traded
shares listed on Euronext
Amsterdam, and is the most
widely used indicator of the
Dutch stock market
NYSE Euronext – the world’s largest and most diverse
global exchange group – offers a wide range of indices
covering companies that account for substantial portions
of the world’s markets.
These indices provide the investing public with benchmarks that measure various
sectors and economies around the globe.
The AEX-Index® reflects the performance of the 25 most actively traded shares
listed on Euronext Amsterdam, and is the most widely used indicator of the Dutch
stock market. The Index was first calculated in 1983. A wide variety of structured
products and ETF’s are based on the Index and are listed on the exchange.
The Index also serves as the underlying for futures and options traded on Liffe,
NYSE Euronext’s leading international derivatives business.
To learn more about the AEX-Index, as well as our other index offerings,
visit: indices.nyx.com
AEX
FULL MARKET CAP OF CONSTITUENTS (IN MILLIONS)
Contacts
U.S. Index Representative
Nicholas L. Aninos Jr.
212-656-2723
naninos@nyx.com
European Index Representative
Harrold Prins
+31 20 550 4695
hprins@nyx.com
indexlicence@nyx.com
NYSE Euronext - USA
11 Wall Street
New York, NY 10005
+1 212 656 3000
NYSE Euronext - France
39 rue Cambon
F 75039 Paris Cedex 01
+33 1 49 27 10 00
Largest
Average
Median
Smallest
Total Index Value
€92,290.60
€14,500.09
€8,098.81
€890.55
€362,502.24
AEX performance of EUR 10,000
€12,000
€11,000
€10,000
€9,000
€8,000
€7,000
Dec
09
Jun
10
Dec
10
3-year annualised return 0.73%
5-year annualised return-7.85%
10-year annualised return 0.60%
Jun
11
Dec
11
Jun
12
Dec
12
BEST PERFORMANCE SINCE 2000
SPECIFICATIONS
Eligible Securities
PERFORMANCE
DATE
Day
10.55%
Monday, 13 October 08
Week
14.55%
24-09-01 - 28-09-01
Month
15.68%
Oct-02
Quarter
22.24%
Q3 2009
Companies listed on Euronext Amsterdam equity market. This
includes companies with Euronext Amsterdam as market of
reference and, subject to specific criteria, companies with
a market of reference that is not Euronext Amsterdam
Selection
The AEX-Index consists of the 25 most actively traded shares on
Euronext Amsterdam
Weighting
Based on free-float adjusted market capitalisation, the free-float
is rounded up to the next multiple of 5%
TOP 10 LARGEST COMPANIES
COMPANY
WEIGHT
UNILEVER
COMPANY
WEIGHT
16.15% ASML HOLDING
5.91%
ROYAL DUTCH SHELLA 13.70% ARCELORMITTAL
4.62%
ING GROEP
10.31% AKZO NOBEL
4.45%
PHILIPS KON
7.27% HEINEKEN
4.43%
UNIBAIL-RODAMCO
6.37% AHOLD KON
4.25%
Weighting Cap Applied
Yes (15%)
Review
Annual review to be effective after the close of the third Friday of
March. Quarterly updates for clear new entrants or replacements
for removed constituents after the close of the third Friday of
June, September and December
Free-Float Review
Annual review to be effective after the close of the third Friday
of March
% weight top 10 hldngs 77.45%
Capping Review
Annual review to be effective after the close of the third Friday
of March
RISK MEASURES
3 YEAR
5 YEAR
Calculated
10 YEAR
Standard Deviation
4.79
6.76
5.69
Mean
0.02
-0.44
0.22
Sharpe Ratio
0.37
0.16
0.12
Continuously (every 15 seconds)
Base Value
45.38 as of January 3, 1983
Historical Data Available
Yes, from the start
* Risk Measures based on monthly returns
Return Indices Available
TRAILING TOTAL RETURNS
Other linked Indices
Net and Gross return Indices (AEX NR and AEX GR)
%
PERFORMANCE €10K
11.52
€11,151.93
1-Year return
9.68
€10,967.77
3-Year return annualised
0.73
€10,220.08
5-Year return annualised
-7.85
€6,644.63
10-Year return annualised
0.60
€10,619.09
Annualised since inception
6.97
€75,520.05
6-Months return
AEX Volatility, AEX Equal Weight, AEX High Dividend NR,
AEX Dividend Index, AEX Leverage, AEX Triple Leverage,
AEX XBear, AEX Short, AEX Double Short, AEX Covered Call,
AEX Protective Put
Derivatives
Futures, options, ETF’s and structured products
ISIN
Price index: NL0000000107
Net return Index: QS0011211156
Gross return Index: QS0011131990
Bloomberg Code
AEX:IND, AEXNR:IND, AEXGR:IND
Reuters Code
.AEX, .AEXNR, .RAEX
YEARLY AVERAGE VOLATILITY
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
19.26
24.04
23.31
34.85
34.09
18.56
15.80
13.75
19.90
34.52
36.59
All data as of December 31, 2012 unless otherwise indicated.
“AEX®” and “AEX-Index®” are registered trademarks of Euronext N.V. or its subsidiaries.
Disclaimer
This publication is solely intended as information. Although this publication is issued in good faith, no representation or warranty, express or implied, is or will be made and no
responsibility or liability is or will be accepted by NYSE Euronext or by any of its officers, employees or agents in relation to the accuracy or completeness of this publication and
any such liability is expressly disclaimed. No information set out or referred to in this publication shall form the basis of any contract. The creation of rights and obligations in
respect of financial products that are traded on the exchanges operated by NYSE Euronext’s subsidiaries shall depend solely on the applicable rules of the market operator. All
proprietary rights and interest in or connected with this publication are vested in NYSE Euronext.
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